+296.0%
GDX vs MRK
+230.6%
+65.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.2% |
| 7D | -2.2% | -4.3% | +2.1% | -1.6% |
| 30D | +6.8% | +8.3% | -1.5% | +5.6% |
| 3M | +24.9% | +20.0% | +4.9% | +22.0% |
| 6M | -4.2% | +25.7% | -29.9% | -7.0% |
| YTD | +13.2% | +38.7% | -25.5% | +8.5% |
| 1Y | +40.2% | +74.7% | -34.5% | +30.6% |
| 3Y | +249.6% | +45.4% | +204.2% | +231.8% |
| 5Y | +230.4% | +129.0% | +101.3% | +192.9% |
| All | +296.0% | +230.6% | +65.4% | +236.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MRK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling